+2,770.9%
AVGO vs KLAC
+2,966.2%
-195.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.6% | -0.8% |
| 7D | +1.1% | -2.7% | +3.8% | +2.7% |
| 30D | -13.0% | -13.2% | +0.2% | -5.9% |
| 3M | -6.0% | -25.0% | +19.0% | +6.4% |
| 6M | +6.4% | +23.6% | -17.2% | -13.1% |
| YTD | +5.0% | +49.2% | -44.2% | -25.9% |
| 1Y | +1.4% | +89.3% | -87.9% | -38.7% |
| 3Y | +336.8% | +274.4% | +62.5% | +76.4% |
| 5Y | +698.2% | +440.9% | +257.3% | +151.8% |
| All | +2,770.9% | +2,966.2% | -195.3% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KLAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling